Samenvatting
Summary - Unit Roots
- Instelling
- Vrije Universiteit Amsterdam (VU)
This summary provides the basis for unit roots. It contains an explanation of the unit root issues, transitory effects, permanent effect, random walk model (with drift), trend stationary process, how to solve the issues, de-trending, how to formally test for non-stationarity, Dikey-Fuller test, A...
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